+302.2%
FITB vs FCUV
-95.6%
+397.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.6% | -0.5% |
| 7D | +2.8% | -47.9% | +50.8% | +2.9% |
| 30D | -4.5% | +13.7% | -18.2% | -4.6% |
| 3M | +5.7% | +97.0% | -91.3% | +4.8% |
| 6M | +17.1% | -66.1% | +83.2% | +16.4% |
| YTD | +18.3% | -81.8% | +100.1% | +17.8% |
| 1Y | +23.9% | -93.3% | +117.2% | +23.4% |
| 3Y | +131.1% | -99.2% | +230.3% | +130.2% |
| 5Y | +71.1% | -99.9% | +170.9% | +70.5% |
| 10Y | +283.9% | -98.5% | +382.4% | +283.4% |
| All | +302.2% | -95.6% | +397.7% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling